An Improved Nonmonotone Filter Trust Region Method for Equality Constrained Optimization
Motivated by the method of Su and Pu (2009), we present an improved nonmonotone filter trust region algorithm for solving nonlinear equality constrained optimization. In our algorithm a modified nonmonotone filter technique is proposed and the restoration phase is not needed. At every iteration, in...
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| Format: | Article |
| Language: | English |
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Wiley
2013-01-01
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| Series: | Abstract and Applied Analysis |
| Online Access: | http://dx.doi.org/10.1155/2013/163487 |
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| _version_ | 1849409691984068608 |
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| author | Zhong Jin |
| author_facet | Zhong Jin |
| author_sort | Zhong Jin |
| collection | DOAJ |
| description | Motivated by the method of Su and Pu (2009), we present an improved nonmonotone filter trust region algorithm for solving nonlinear equality constrained optimization. In our algorithm a modified nonmonotone filter technique is proposed and the restoration phase is not needed. At every iteration, in common with the composite-step SQP methods, the step is viewed as the sum of two distinct components, a quasinormal step and a tangential step. A more relaxed accepted condition for trial step is given and a crucial
criterion is weakened. Under some suitable conditions, the global convergence is established. In the end, numerical results show our method is effective. |
| format | Article |
| id | doaj-art-8201385d4e07407898b3f3f0f9e66b24 |
| institution | Kabale University |
| issn | 1085-3375 1687-0409 |
| language | English |
| publishDate | 2013-01-01 |
| publisher | Wiley |
| record_format | Article |
| series | Abstract and Applied Analysis |
| spelling | doaj-art-8201385d4e07407898b3f3f0f9e66b242025-08-20T03:35:24ZengWileyAbstract and Applied Analysis1085-33751687-04092013-01-01201310.1155/2013/163487163487An Improved Nonmonotone Filter Trust Region Method for Equality Constrained OptimizationZhong Jin0Department of Mathematics, Shanghai Maritime University, Shanghai 201306, ChinaMotivated by the method of Su and Pu (2009), we present an improved nonmonotone filter trust region algorithm for solving nonlinear equality constrained optimization. In our algorithm a modified nonmonotone filter technique is proposed and the restoration phase is not needed. At every iteration, in common with the composite-step SQP methods, the step is viewed as the sum of two distinct components, a quasinormal step and a tangential step. A more relaxed accepted condition for trial step is given and a crucial criterion is weakened. Under some suitable conditions, the global convergence is established. In the end, numerical results show our method is effective.http://dx.doi.org/10.1155/2013/163487 |
| spellingShingle | Zhong Jin An Improved Nonmonotone Filter Trust Region Method for Equality Constrained Optimization Abstract and Applied Analysis |
| title | An Improved Nonmonotone Filter Trust Region Method for Equality Constrained Optimization |
| title_full | An Improved Nonmonotone Filter Trust Region Method for Equality Constrained Optimization |
| title_fullStr | An Improved Nonmonotone Filter Trust Region Method for Equality Constrained Optimization |
| title_full_unstemmed | An Improved Nonmonotone Filter Trust Region Method for Equality Constrained Optimization |
| title_short | An Improved Nonmonotone Filter Trust Region Method for Equality Constrained Optimization |
| title_sort | improved nonmonotone filter trust region method for equality constrained optimization |
| url | http://dx.doi.org/10.1155/2013/163487 |
| work_keys_str_mv | AT zhongjin animprovednonmonotonefiltertrustregionmethodforequalityconstrainedoptimization AT zhongjin improvednonmonotonefiltertrustregionmethodforequalityconstrainedoptimization |